+502.4%
MDLZ vs BWA
+1,165.7%
-663.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | +1.7% | -5.5% | +7.1% | +2.5% |
| 30D | +11.2% | -21.7% | +32.9% | +15.6% |
| 3M | +6.1% | -25.6% | +31.8% | +11.0% |
| 6M | +8.6% | -17.4% | +26.0% | +10.8% |
| YTD | +25.8% | +9.2% | +16.7% | +21.5% |
| 1Y | +21.7% | +9.7% | +11.9% | +17.3% |
| 3Y | +5.8% | +54.6% | -48.8% | -5.6% |
| 5Y | +21.4% | +26.8% | -5.4% | +10.1% |
| 10Y | +97.2% | +89.0% | +8.2% | +57.7% |
| All | +502.4% | +1,165.7% | -663.3% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling